AVDE vs. DFIVX

Last updated Jun 4, 2026

AVDE (Avantis International Equity ETF) and DFIVX (DFA International Value Portfolio) are both Foreign Large Cap Equities funds. Over the past 5 years, AVDE returned 9.92%/yr vs 14.38%/yr for DFIVX. Their correlation of 0.94 suggests significant overlap in exposure. AVDE charges 0.23%/yr vs 0.30%/yr for DFIVX.

Performance

AVDE vs. DFIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis International Equity ETF (AVDE) and DFA International Value Portfolio (DFIVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AVDE achieves a 10.55% return, which is significantly lower than DFIVX's 13.29% return.

AVDE

• 1D: -0.87%
• 1M: 3.07%
• YTD: 10.55%
• 6M: 13.51%
• 1Y: 27.80%
• 3Y*: 20.15%
• 5Y*: 9.92%
• 10Y*: —

DFIVX

• 1D: 0.68%
• 1M: 3.65%
• YTD: 13.29%
• 6M: 17.16%
• 1Y: 37.50%
• 3Y*: 24.59%
• 5Y*: 14.38%
• 10Y*: 11.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVDE vs. DFIVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
AVDE Avantis International Equity ETF	10.55%	38.05%	4.88%	17.18%	-13.68%	13.62%	8.26%	8.07%
DFIVX DFA International Value Portfolio	13.29%	45.24%	6.87%	17.83%	-3.51%	18.57%	-2.13%	7.86%

Correlation

The correlation between AVDE and DFIVX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.94

The correlation between AVDE and DFIVX has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

Return for Risk

AVDE vs. DFIVX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVDE

AVDE Risk / Return Rank: 54
AVDE Sharpe Ratio Rank: 55
AVDE Sortino Ratio Rank: 55
AVDE Omega Ratio Rank: 55
AVDE Calmar Ratio Rank: 48
AVDE Martin Ratio Rank: 55

DFIVX

DFIVX Risk / Return Rank: 78
DFIVX Sharpe Ratio Rank: 83
DFIVX Sortino Ratio Rank: 74
DFIVX Omega Ratio Rank: 72
DFIVX Calmar Ratio Rank: 83
DFIVX Martin Ratio Rank: 81

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVDE vs. DFIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis International Equity ETF (AVDE) and DFA International Value Portfolio (DFIVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AVDE	DFIVX	Difference
Sharpe ratio: Return per unit of total volatility	1.93	2.67	-0.73
Sortino ratio: Return per unit of downside risk	2.70	3.58	-0.88
Omega ratio: Gain probability vs. loss probability	1.35	1.48	-0.13
Calmar ratio: Return relative to maximum drawdown	2.43	3.85	-1.41
Martin ratio: Return relative to average drawdown	9.60	15.14	-5.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVDE vs. DFIVX - Sharpe Ratio Comparison

The current AVDE Sharpe Ratio is 1.93, which is comparable to the DFIVX Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of AVDE and DFIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AVDE	DFIVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.93	2.67	-0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.89	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.39	+0.25

Drawdowns

AVDE vs. DFIVX - Drawdown Comparison

The maximum AVDE drawdown since its inception was -36.99%, smaller than the maximum DFIVX drawdown of -66.61%. Use the drawdown chart below to compare losses from any high point for AVDE and DFIVX.

Drawdown Indicators

	AVDE	DFIVX	Difference
Max Drawdown Largest peak-to-trough decline	-36.99%	-66.61%	+29.62%
Max Drawdown (1Y) Largest decline over 1 year	-11.48%	-9.58%	-1.90%
Max Drawdown (3Y) Largest decline over 3 years	-13.46%	-14.39%	+0.93%
Max Drawdown (5Y) Largest decline over 5 years	-28.73%	-25.29%	-3.44%
Max Drawdown (10Y) Largest decline over 10 years	—	-48.11%	—
Current Drawdown Current decline from peak	-1.38%	-0.03%	-1.35%
Average Drawdown Average peak-to-trough decline	-6.17%	-12.24%	+6.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	2.43%	+0.47%

Volatility

AVDE vs. DFIVX - Volatility Comparison

Avantis International Equity ETF (AVDE) has a higher volatility of 4.70% compared to DFA International Value Portfolio (DFIVX) at 3.86%. This indicates that AVDE's price experiences larger fluctuations and is considered to be riskier than DFIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVDE	DFIVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	3.86%	+0.84%
Volatility (6M) Calculated over the trailing 6-month period	12.11%	10.89%	+1.22%
Volatility (1Y) Calculated over the trailing 1-year period	14.48%	13.85%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.29%	16.29%	0.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.90%	18.02%	+0.88%

AVDE vs. DFIVX - Expense Ratio Comparison

AVDE has a 0.23% expense ratio, which is lower than DFIVX's 0.30% expense ratio.

Dividends

AVDE vs. DFIVX - Dividend Comparison

AVDE's dividend yield for the trailing twelve months is around 2.52%, less than DFIVX's 3.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVDE Avantis International Equity ETF	2.52%	2.66%	3.29%	3.01%	2.79%	2.46%	1.63%	0.29%	0.00%	0.00%	0.00%	0.00%
DFIVX DFA International Value Portfolio	3.72%	4.21%	3.94%	4.40%	3.78%	4.37%	2.42%	3.70%	6.60%	2.85%	3.36%	3.45%

Frequently Asked Questions

Can I hold both AVDE and DFIVX in my portfolio?

With a correlation of 0.95, AVDE and DFIVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, AVDE or DFIVX?

AVDE has higher volatility (4.70%) compared to DFIVX (3.86%). In terms of maximum drawdown, AVDE dropped -36.99% vs DFIVX's -66.61%.

Which has better risk-adjusted returns?

DFIVX currently has the higher Sharpe Ratio (2.67 vs 1.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.